+295.4%
CMCSA vs LPLA
+1,311.2%
-1,015.9%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.5% |
| 7D | -2.1% | -3.1% | +1.0% | -1.5% |
| 30D | +7.0% | -0.1% | +7.1% | +7.0% |
| 3M | +15.1% | +23.2% | -8.1% | +9.8% |
| 6M | -15.4% | +15.5% | -30.9% | -18.5% |
| YTD | -1.9% | +0.9% | -2.8% | -3.3% |
| 1Y | -12.7% | +0.2% | -12.9% | -14.2% |
| 3Y | -31.0% | +55.2% | -86.2% | -40.1% |
| 5Y | -46.1% | +145.4% | -191.5% | -59.7% |
| 10Y | +10.8% | +1,229.7% | -1,218.8% | -46.3% |
| All | +295.4% | +1,311.2% | -1,015.9% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded LPLA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling